-92.4%
MSTU vs FSLY
+125.2%
-217.6%
-99.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FSLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.0% | -3.3% | -1.7% | -4.1% |
| 7D | -25.8% | +4.9% | -30.7% | -26.8% |
| 30D | -43.9% | -33.5% | -10.3% | -37.3% |
| 3M | +2.9% | -44.6% | +47.5% | +18.6% |
| 6M | -75.5% | -9.2% | -66.3% | -75.2% |
| YTD | -76.7% | +63.3% | -140.0% | -82.3% |
| 1Y | -88.9% | +45.3% | -134.2% | -91.2% |
| All | -92.4% | +125.2% | -217.6% | -94.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FSLY.
Daily Out/Under-Performance
Portfolio return minus FSLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FSLY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FSLY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling